Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51591.88 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48392.82 Kr¶

PnL: ---------------------------------------> -694.75 Kr¶

DD now: ---------------------------------> -0.679 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:28:03.610226'

Anic Portfolio¶

Today¶

Return: -0.591 %¶

This Week¶

Return: 8.552 %¶

Total¶

Return: 68.899 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.740000 768.400000 95.400000 14.180000 673.000000
HEBA B 70 -0.510000 2709.000000 73.000000 2.770000 2636.000010
Nordea Bank Abp 29 -0.430000 3520.020000 66.020000 1.910000 3453.999992
SAAB B 8 -0.140000 3422.400000 45.400000 1.340000 3377.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.550000 597.720000 40.720000 7.310000 557.000004
Swedbank A 3 1.980000 602.700000 38.700000 6.860000 564.000000
Resurs Holding 22 0.470000 611.820000 37.820000 6.590000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.160000 383.700000 28.700000 8.080000 355.000000
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.740000 543.400000 16.400000 3.110000 527.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -1.100000 572.760000 2.760000 0.480000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Corem Property Group B 59 -0.810000 576.730000 -0.270000 -0.050000 576.999999
Coor Service Management Hold. 8 0.080000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.370000 545.250000 -0.750000 -0.140000 546.000000
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Boozt 12 -0.660000 1634.400000 -19.600000 -1.190000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.910000 545.000000 -29.000000 -5.050000 574.000000
CTEK 13 -1.980000 496.470000 -37.530000 -7.030000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.410000 554.040000 -58.960000 -9.620000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.990000 1764.400000 -224.600000 -11.290000 1989.000002
Axfood 15 0.330000 4059.000000 -241.000000 -5.600000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48392.820000 -694.750000 -0.67861% 49087.564636

Updated:¶

'2023-01-31 14:28:16.892979'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶